Diversified Trader Index For February 2001

Monthly Rankings

Rank CTA/Program Feb 2001 Min Inv Inception
61 Red Oak Commodity Advisors
Investment Program
-18.94 5,000k 12/1/1989
60 Conquest Capital Group
Conquest Macro
-5.64 250k 5/1/1999
59 Parizek Capital
Futures Trading Program
-4.46 500k 4/1/2000
58 Mark J. Walsh Company
Standard Program
-3.67 2,000k 9/1/1985
57 Hawksbill Capital Management
Global Diversified
-3.53 5,000k 11/1/1988
56 Clarke Capital Management
Worldwide
-2.65 250k 1/1/1996
55 Northfield Trading
Diversified
-2.30 2,000k 7/1/1989
54 RAM Management Group
MRTP Aggressive
-2.20 1,000k 2/1/1998
53 Mondiale Asset Management
Mondiale Trading Program
-1.73 0k 9/1/1997
52 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.70 1,000k 9/1/1997
51 Estlander & Partners
Alpha Trend
-1.61 30,000k 10/1/1991
50 Saxon Investment Corporation
Aggressive Diversified Program
-1.52 2,000k 11/1/1993
49 Eclipse Capital Management
Global Monetary
-1.43 5,000k 8/1/1990
48 Crabel Capital Management
Crabel Multi-Product
-1.37 1,000k 3/1/1998
47 Millburn Corporation
Diversified Program
-1.32 20,000k 2/1/1977
46 Eckhardt Trading Company
Evolution Strategies
-1.07 20,000k 8/1/1991
45 RAM Management Group
RAM MRTP 1X-Conservative
-1.04 1,000k 9/1/1993
44 Eckhardt Trading Company
Evolution Strategies 1.2X
-1.01 10,000k 10/1/1991
43 Saxon Investment Corporation
Diversified Program
-0.63 3,000k 9/1/1988
42 Covenant Capital Management
Original Program
-0.41 5,000k 9/1/1999
41 Alee Capital Management, LLC
Poniente Program
-0.38 2,500k 1/1/1999
40 John Locke Investments
Cyril Systematic Program
-0.15 8,000k 7/1/2000
39 Clarke Capital Management
Global Basic
0.22 50k 2/1/1996
38 Rabar Market Research
Diversified Program
0.27 2,000k 1/1/1989
37 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
0.55 100k 11/1/1984
36 Winton Capital Management
Diversified
0.56 50,000k 10/1/1997
35 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.60 10,000k 1/1/1995
34 Clarke Capital Management
Millennium
0.71 1,000k 1/1/1998
33 Transtrend B.V.
DTP – Standard Risk (EUR)
0.79 10,000k 2/1/1999
32 Spectrum Asset Management LLC
Global Diversified
0.82 2,000k 1/1/2001
31 Rivoli Fund Management
Rivoli International Fund (MAP)
0.95 5,000k 10/1/1996
30 Transtrend B.V.
DTP – Enhanced Risk (EUR)
1.18 10,000k 8/1/1999
29 Superfund Group
Superfund Green Q-AG
1.45 2k 3/1/1996
28 Kelly Angle Inc.
Genesis Program
1.61 2,000k 4/1/2000
27 IKOS
The IKOS Hedge Fund
1.70 10,000k 7/1/1998
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
1.74 10,000k 1/1/1991
25 EMC Capital Advisors, LLC
Classic
1.80 5,000k 1/1/1985
24 DUNN Capital Management
DUNN Combined Fund (DCF)
1.82 100k 5/1/1989
23 MERIT Alternative Investments GmbH
Futures Portfolio
2.05 2,000k 6/1/1998
22 Estlander & Partners
Global Markets
2.19 10,000k 8/1/1999
21 Tactical Investment Management
Tactical Institutional Commodity Program
2.46 10,000k 4/1/1993
20 Alee Capital Management, LLC
Mistral Program
2.49 2,500k 1/1/1999
19 Quality Capital Management
Global Diversified Programme
2.52 10,000k 12/1/1995
18 Lynx Asset Management AB
Lynx Program
2.69 75k 5/1/2000
17 Clarke Capital Management
Global Magnum
2.83 100k 8/1/1997
16 AIS Capital Management, L.P.
MAAP (2x-4x) Composite
2.89 3,000k 10/1/1992
15 Abraham Trading Company
Diversified Program
2.99 10,000k 1/1/1988
14 DUNN Capital Management
D'Best Futures Fund, L.P.
3.45 100k 6/1/1994
13 FORT LP
Fort Global Diversified
3.73 2,000k 10/1/1993
12 Sunrise Capital Partners
Sunrise Expanded Diversified Program
3.74 1/1/1989
11 Chesapeake Capital
Diversified (LV)
3.75 100k 2/1/1988
10 AIS Capital Management, L.P.
MAAP (3x-6x) Composite
3.96 2,000k 7/1/1992
9 Estlander & Partners
Global XL
4.19 5,000k 8/1/1991
8 Hyman Beck and Company
Global Portfolio
4.27 1,000k 3/1/1991
7 Dreiss Research Corporation
Diversified Program
4.53 1,000k 5/1/1991
6 Superfund Group
Superfund Green GCT USD
4.57 15k 1/1/2000
5 Drury Capital
Diversified Trend-Following Program
4.95 5,000k 5/1/1997
4 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
5.01 200k 11/1/1999
3 M.S. Capital Management
Global Diversified Program
5.34 2,000k 11/1/1998
2 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
6.03 1,000k 3/1/1998
1 Mulvaney Capital Management
The Mulvaney Global Markets Fund
18.76 100k 5/1/1999

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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